DYNAMIC RELATION OF MONEY VELOCITY, MONEY VOLATILITY AND INFLATION THRESHOLD
This paper investigates relationship between velocity of money, inflation, volatility of money, threshold inflation, output gap, and money velocity gap for two Asean countries, Indonesia and Thailand from 1995:Q1-2010:Q4. The models adopted are Autoregressive Conditional Heteroscedasticity, Hodrick-...
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| Format: | Article |
| Language: | English |
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Universitas Islam Indonesia
2013-04-01
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| Series: | Economic Journal of Emerging Markets |
| Online Access: | https://journal.uii.ac.id/JEP/article/view/2977 |